+541.4%
CASY vs EXR
+221.5%
+319.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +1.1% | +5.2% | -4.1% | -0.3% |
| 30D | +8.7% | +20.9% | -12.2% | +3.1% |
| 3M | -17.3% | +7.7% | -25.0% | -19.0% |
| 6M | -19.7% | +13.2% | -32.9% | -22.5% |
| YTD | +24.8% | +26.5% | -1.7% | +16.6% |
| 1Y | +31.9% | +27.2% | +4.7% | +23.0% |
| 3Y | +155.4% | +71.5% | +83.8% | +114.5% |
| 5Y | +250.6% | +0.4% | +250.2% | +237.6% |
| All | +541.4% | +221.5% | +319.9% | +339.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling